• Gilboa I.: Theory and Decision Under Uncertainty, Econometric Society Monographs 2009, Ch. 4,6,15,16,17,18,19
• Mass Colell et al.: Microeconomic Theory, Oxford University Press 1995, Ch 6, 13 (436-442) and 14 (477-488).
Additional reading list:
Onsborn M. and A. Rubinstein Models in Microeconomic Theory. Open Book Publishers (2020)
Artzener et al. (1999) Coherent rmeasures of risk. Mathematical Finance 9 pag 203-210.
P. Wakker (1999) Behavioral foundation for fuzzy measure. Fuzzy sets and system 37 pag 327-336.
Keynes J.M. THE GENERAL THEORY OF EMPLOYMENT, INTEREST AND MONEY. Chapter 12 (long term expectations) The Collected Writings of John Maynard Keynes, Vol. VIII. [1936] London: Macmillan; 1973.
Fama E. and K. French THE CAPITAL ASSET PRICING MODEL: THEORY AND EVIDENCE. Journal of Economic Perspectives 18: 3, 25-46 (2004)
Sharpe W. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK. JOURNAL OF FINANCE. 19:3, 425-42 (1964)
MARKOWITZ, H. PORTFOLIO SELECTION. JOURNAL OF FINANCE. 7:1, 77-99 (1952)